Quant Analyst - Energy Sector

JR United Kingdom; Woking; On-site; EUR 70,000 - 120,000; Full time

Job summary

Une entreprise financière de premier plan recherche un professionnel pour rejoindre son équipe sur les marchés de l'énergie. Le poste implique la conception de modèles de prix complexes, l'optimisation des performances et la collaboration étroite avec des équipes de trading. Les candidats doivent avoir une solide expérience des marchés de l'énergie et des compétences en programmation avancées.

Qualifications

• Expertise en modélisation de prix et stratégies de couverture.
• Expérience préalable dans un environnement de trading front-office.
• Aptitude à développer des modèles mathématiques complexes.

Responsibilities

• Concevoir des modèles sophistiqués pour l'évaluation des risques dans le secteur de l'énergie.
• Intégrer ces modèles dans les systèmes de trading internes.
• Améliorer l'infrastructure de risque pour aider les traders.

Skills

Knowledge of power and gas markets

Mathematical modeling

Programming in Python

Programming in C

Education

Advanced degree (MS, PhD, or equivalent)

Job description

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We have partnered with a market leading financial firm that are looking to expand their commodities teams, with a focus on the European Energy sector.

Responsibilities:

• Designing sophisticated models for pricing and risk assessment tailored to the Energy sector.
• Integrating these models into internal quantitative frameworks and trading systems, ensuring thorough testing and comprehensive documentation.
• Assisting internal teams by maintaining and improving existing financial models, troubleshooting issues, and optimizing performance.
• Enhancing risk infrastructure to support traders in managing exposures, hedging positions, and analyzing market data.
• Collaborating closely with trading and sales teams to address challenges and explore new opportunities.

Requirements:

• In-depth knowledge of power and gas markets
• A strong academic background with an advanced degree (MS, PhD, or equivalent)
• Proficiency in developing and implementing complex mathematical models with a focus on computational efficiency.
• Hands-on experience working in a front-office trading environment.
• Expertise in pricing derivatives and applying hedging strategies.
• Extensive programming experience in either Python and C

To hear more details please apply to this position or contact Ben Mortimore at Anson McCade.